My attempt to learn how to do "swing trading", which is holding stocks for about ten days at a time.

Monday, 26 December 2011

Week of 2011 DE 23

SPY rose 3.8% this week, while my account fell 0.1%. Next week
is expected to be about the same.

│

Daily % gain

size

│

Max % loss

│

Results

Symbol

since

│

Fri

Mon

Tue

Wed

Thu

Fri

│

Beg

End

│

TZA#0a

NO30

│

-2.5

9

+2.6

9

-10.0

9

-11.2

0

│

│

−4.9%

TZA#0b

NO30

│

+2.5

9

+7.9

9

│

│

+9.7%

TNA

DE15

│

+1.6

10

-3.8

10

+8.1

10

+9.0

10

+11.5

0

│

−10.0

−10.0

│

+0.0%

IAU

DE16

│

+0.2

10

-0.0

10

+1.3

10

+1.3

10

+0.6

10

+0.8

10

│

−5.4

−4.0

│

SPY

│

0.0

-1.0

+1.9

+2.1

+2.9

+3.8

│

│

me

│

0.0

-0.2

-0.0

-0.0

-0.1

-0.1

│

│

TNA: Sold due to drop in MACD, but then the market “melted
up” for the Santa Clause rally. MACD does not do well with melt-ups, but
TRIX does. Perhaps I should use both indicators?

IAU: Doing okay. Sell next Friday unless it does very well
and my stop rises above break-even.

Automated trading: I have written up a system that accesses Schwab’s
website using a web browser and some Greasemonkey scripts. Next week I’ll
let it run “dry” to shake out the bugs, then maybe give it some money the
following week. (Might have to wait an extra week if the Santa rally
continues and there are no MACD swing trades for the rest of the year.)

MACD-based swing trades

TickerSymbol

Buy date

Buy price

Sell date

Sell price

Profit

Model

Actual

M

A

Model

Actual

M

A

M

A

TNA

DE 15 14:00

DE 15 16:50

$40.90

$41.00

DE 19 12:00

DE 19 12:10

$40.75

$41.10

-0.6%

+0.0%

TNA#2

DE 20 11:00

skipped

$43.62

DE 21 13:00

skipped

$43.27

-1.0%

+0.0%

TNA: As usual, the model bought for a better price than I
did, but I sold for a better price. Managed to break even, during a week
when this ticker rose a lot.